Senior Modelling / Forecasting Analyst, Quants

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About the role

  • Senior analyst developing quantitative valuation models for TD Bank’s treasury and balance-sheet risk management. Supporting stress testing, hedging, model governance, and interest-rate risk analytics.

Responsibilities

  • Provide quantitative modelling support to TBSM business-as-usual activities and strategic projects or initiatives
  • Support Treasury stress testing, including DFAST, EWST, and MST
  • Support Hedging Accounting activities
  • Research industry best practices
  • Develop quantitative valuation models for measuring and hedging interest rate risk of retail, commercial, and structured finance products in the Banking book
  • Work on MDR/AMR/OMR model submissions to meet TD's internal model risk management requirements
  • Address model validation, internal and external audit, and regulatory requirements or findings in a timely manner
  • Collaborate with Front Office, Investments, Market Risk Measurement and Reporting, Treasury Analytics, and Model Validation and Management teams
  • Report to the Senior Manager, Treasury Applied Research within TBSM

Requirements

  • Experience in Model Development and/or Model Validation is desirable
  • Experience in fixed income, structured product, or market risk related area is a plus
  • Experience in QRM, INTEX, and other financial vendor platforms is a plus
  • Strong technical writing skills, especially on financial model documentation
  • Strong quantitative skills
  • Graduate degree in mathematics, physics, computer science, statistics, or a related area is ideal
  • 1–3 years of experience in quantitative analysis / financial engineering is ideal
  • Experience using C++/C#, Python, R, or VBA programming is a plus
  • Strong analytical and communication skills
  • Demonstrated track record of creative problem solving and solution development
  • High level of self-motivation

Benefits

  • Health and well-being benefits
  • Savings and retirement programs
  • Paid time off
  • Banking benefits and discounts
  • Career development
  • Reward and recognition programs
  • Regular development conversations, training programs, and mentoring programs
  • Online learning platform
  • Training and onboarding sessions
  • Accessibility accommodations during the interview process

Job title

Job type

Full Time

Experience level

Senior

Salary

CA$81,600 - CA$115,200 per year

Degree requirement

No Education Requirement

Tech skills

PythonVBAC++

Location requirements

HybridTorontoCanada

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